Articles in Refereed Journals 2020

  • CH. Bayer, Ch.B. Hammouda, R. Tempone, Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model, Quantitative Finance, (2020), published online on 20.04.2020, DOI 10.1080/14697688.2020.1744700 .
  • D. Kamzolov, P. Dvurechensky, A. Gasnikov, Universal intermediate gradient method for convex problems with inexact oracle, Optimization Methods & Software, (2020), published online on 17.01.2020, DOI 10.1080/10556788.2019.1711079 .
  • J.I. Asperheim, P. Das, B. Grande, D. Hömberg, Th. Petzold, Three-dimensional numerical study of heat affected zone in induction welding of tubes, COMPEL. The International Journal for Computation and Mathematics in Electrical and Electronic Engineering. Emerald, Bradford, West Yorkshire. English, English abstracts., 39 (2020), pp. 213--219, DOI doi.org/10.1108/COMPEL-06-2019-0238 .
  • A. Hinsen, B. Jahnel, E. Cali, J.-P. Wary, Phase transitions for chase-escape models on Poisson--Gilbert graphs, Electronic Communications in Probability, 25 (2020), pp. 1--14, DOI https://doi.org/10.1214/20-ECP306 .
  • N. Ahmed, V. John, An assessment of two classes of variational multiscale methods for the simulation of incompressible turbulent flows, Computer Methods in Applied Mechanics and Engineering, 369 (2020), pp. 1--20, DOI https://doi.org/10.1016/j.cma.2020.112997 .
  • H. Meinlschmidt, Ch. Meyer, J. Rehberg, Regularization for optimal control problems associated to nonlinear evolution equations, Journal of Convex Analysis, 27 (2020), pp. 443--485, DOI 10.20347/WIAS.PREPRINT.2576 .
  • D. Belomestny, J.G.M. Schoenmakers, V. Spokoiny, B. Zharkynbay, Optimal stopping via reinforced regression, Communications in Mathematical Sciences, 18 (2020), pp. 109--121, DOI 10.4310/CMS.2020.v18.n1.a5 .
  • D. Belomestny, J.G.M. Schoenmakers, Optimal stopping of McKean-Vlasov diffusions via regression on particle systems, SIAM Journal on Control and Optimization, 58 (2020), pp. 529--550, DOI 10.1137/18M1195590 .
  • N. Puchkin, V. Spokoiny, An adaptive multiclass nearest neighbor classifier, ESAIM. Probability and Statistics, 24 (2020), pp. 69--99, DOI 10.1051/ps/2019021 .
  • S. Athreya, O. Butkovsky, L. Mytnik, Strong existence and uniqueness for stable stochastic differential equations with distributional drift, The Annals of Probability, 48 (2020), pp. 178--210, DOI 10.1214/19-AOP1358 .
  • O. Butkovsky, A. Kulik, M. Scheutzow, Generalized couplings and ergodic rates for SPDEs and other Markov models, The Annals of Applied Probability, 30 (2020), pp. 1--39, DOI 10.1214/19-AAP1485 .
  • C.K. Macnamara, A. Caiazzo, I. Ramis-Conde, M.A.J. Chaplain, Computational modelling and simulation of cancer growth and migration within a 3D heterogeneous tissue: The effects of fibre and vascular structure, Journal of Computational Science, 40 (2020), 101067, DOI 10.1016/j.jocs.2019.101067 .
  • L.G. Ramos, R. Kehl, R. Nabben, Projections, deflation and multigrid for non-symmetric matrices, SIAM Journal on Matrix Analysis and Applications, 41 (2020), pp. 83--105.
  • N.A. Dao, J.I. Díaz, Q.B.H. Nguyen, Pointwise gradient estimates in multi-dimensional slow diffusion equations with a singular quenching term, Advanced Nonlinear Studies, published online on 19.03.2020, DOI 10.1515/ans-2020-2076 .
  • H. Neidhardt, A. Stephan, V.A. Zagrebnov, Convergence rate estimates for Trotter product approximations of solution operators for non-autonomous Cauchy problems, Publications of the Research Institute for Mathematical Sciences, 56 (2020), pp. 83--135 (published online 21.01.2020), DOI 10.4171/PRIMS/56-1-5 .
  • N. Tapia, L. Zambotti, The geometry of the space of branched rough paths, Proceedings of the London Mathematical Society. Third Series, 121 (2020), pp. 220--251, DOI 10.1112/plms.12311 .